VanEck Mortgage REIT Income ETF (MORT)
10.66
+0.15
(+1.43%)
USD |
NYSEARCA |
Apr 19, 16:00
10.66
0.00 (0.00%)
After-Hours: 19:58
MORT Max Drawdown (5Y): 69.98% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 69.98% |
February 29, 2024 | 69.98% |
January 31, 2024 | 69.98% |
December 31, 2023 | 69.98% |
November 30, 2023 | 69.98% |
October 31, 2023 | 69.98% |
September 30, 2023 | 69.98% |
August 31, 2023 | 69.98% |
July 31, 2023 | 69.98% |
June 30, 2023 | 69.98% |
May 31, 2023 | 69.98% |
April 30, 2023 | 69.98% |
March 31, 2023 | 69.98% |
February 28, 2023 | 69.98% |
January 31, 2023 | 69.98% |
December 31, 2022 | 69.98% |
November 30, 2022 | 69.98% |
October 31, 2022 | 69.98% |
September 30, 2022 | 69.98% |
August 31, 2022 | 69.98% |
July 31, 2022 | 69.98% |
June 30, 2022 | 69.98% |
May 31, 2022 | 69.98% |
April 30, 2022 | 69.98% |
March 31, 2022 | 69.98% |
Date | Value |
---|---|
February 28, 2022 | 69.98% |
January 31, 2022 | 69.98% |
December 31, 2021 | 69.98% |
November 30, 2021 | 69.98% |
October 31, 2021 | 69.98% |
September 30, 2021 | 69.98% |
August 31, 2021 | 69.98% |
July 31, 2021 | 69.98% |
June 30, 2021 | 69.98% |
May 31, 2021 | 69.98% |
April 30, 2021 | 69.98% |
March 31, 2021 | 69.98% |
February 28, 2021 | 69.98% |
January 31, 2021 | 69.98% |
December 31, 2020 | 69.98% |
November 30, 2020 | 69.98% |
October 31, 2020 | 69.98% |
September 30, 2020 | 69.98% |
August 31, 2020 | 69.98% |
July 31, 2020 | 69.98% |
June 30, 2020 | 69.98% |
May 31, 2020 | 69.98% |
April 30, 2020 | 69.98% |
March 31, 2020 | 68.68% |
February 29, 2020 | 24.65% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
24.65%
Minimum
Apr 2019
69.98%
Maximum
Apr 2020
61.65%
Average
69.98%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.22 |
Beta (5Y) | 1.729 |
Alpha (vs YCharts Benchmark) (5Y) | -8.977 |
Beta (vs YCharts Benchmark) (5Y) | 1.514 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.41% |
Historical Sharpe Ratio (5Y) | -0.1511 |
Historical Sortino (5Y) | -0.1456 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.54% |